PolyPath Market Risk Specialist (PolyPath, Java, Python, Market Risk, Banking, MBS, CMOs, structured fixed-income - W2 Role

JOB DESCRIPTION

We are seeking a PolyPath Market Risk Specialist with deep expertise in PolyPath, strong Python and Java development skills, and extensive knowledge of market risk and fixed income products. This role is ideal for a senior risk professional who can bridge business and technology teams while supporting critical market risk initiatives within a banking environment.

Key Requirements

Expert-level experience with PolyPath

Strong programming skills in Python and Java

Solid understanding of Market Risk in banking and financial services

8+ years of experience in banking, capital markets, or financial services

Strong knowledge of Fixed Income Products

Hands-on experience with Structured Products, including:

Mortgage-Backed Securities (MBS)

Collateralized Mortgage Obligations (CMOs)

Other securitized or structured fixed-income instruments

Ability to collaborate effectively with both technical and business stakeholders

Strong analytical, problem-solving, and communication skills

Experience supporting risk models, valuation tools, or market risk platforms

Preferred Qualifications

Experience working with Front Office, Risk, Finance, or Model Validation teams

Understanding of:

Value at Risk (VaR)

Sensitivity Analysis (Greeks)

Stress Testing

Scenario Analysis

Pricing and Valuation Methodologies

Experience within large banking organizations or regulated financial institutions

What We're Looking For

A seasoned market risk professional who combines deep PolyPath expertise, technical development skills, and strong fixed-income product knowledge to support and enhance risk management capabilities across the organization.